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Search: subject:"Conditional Heteroskedasticity"
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ARCH-Modell
11,506
ARCH model
11,499
Volatilität
7,223
Volatility
7,218
Theorie
3,254
Theory
3,248
Estimation
2,940
Schätzung
2,940
Zeitreihenanalyse
2,367
Time series analysis
2,360
Börsenkurs
2,214
Share price
2,213
Capital income
2,208
Kapitaleinkommen
2,208
Prognoseverfahren
2,015
Forecasting model
2,010
Aktienmarkt
1,984
Stock market
1,982
Schätztheorie
1,548
Estimation theory
1,546
Risikomaß
1,131
Risk measure
1,131
Spillover effect
1,118
Spillover-Effekt
1,118
Welt
1,091
World
1,089
Wechselkurs
1,073
Exchange rate
1,071
GARCH
1,021
USA
973
United States
965
Correlation
960
Korrelation
960
Portfolio selection
861
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861
Aktienindex
821
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819
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808
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802
Financial market
731
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McAleer, Michael
243
Chang, Chia-Lin
94
Gupta, Rangan
91
Teräsvirta, Timo
81
Hafner, Christian M.
68
Bauwens, Luc
66
Engle, Robert F.
62
Caporale, Guglielmo Maria
60
Caporin, Massimiliano
57
Ma, Feng
51
Karanasos, Menelaos
50
Francq, Christian
49
Rahbek, Anders
46
Bouri, Elie
45
Rombouts, Jeroen V. K.
45
Lütkepohl, Helmut
43
Herwartz, Helmut
42
Koopman, Siem Jan
42
Allen, David E.
41
Asai, Manabu
41
Conrad, Christian
41
Laurent, Sébastien
41
Bollerslev, Tim
40
Linton, Oliver
40
Paolella, Marc S.
40
Zakoïan, Jean-Michel
40
Kang, Sang Hoon
39
Serletis, Apostolos
38
Saikkonen, Pentti
35
Kumar, Dilip
34
Lucas, André
33
McMillan, David G.
33
Ardia, David
32
Degiannakis, Stavros
31
Christoffersen, Peter F.
30
Silvennoinen, Annastiina
30
Mittnik, Stefan
29
Spagnolo, Nicola
29
Hansen, Peter Reinhard
28
Wolf, Michael
28
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National Bureau of Economic Research
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Ekonomiska forskningsinstitutet <Stockholm>
14
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
11
Centre for Analytical Finance <Århus>
10
Tinbergen Instituut
9
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
9
Cowles Foundation for Research in Economics, Yale University
8
Econometrisch Instituut <Rotterdam>
8
University of Canterbury / Dept. of Economics and Finance
8
Instituto Valenciano de Investigaciones Económicas
6
Shakai-Keizai-Kenkyūsho <Osaka>
6
Tinbergen Institute
5
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
4
Department of Economics, Boston University
4
Instituto Valenciano de Investigaciones Económicas (IVIE)
4
School of Economics and Management, University of Aarhus
4
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
3
Centre de Recherche sur l'Emploi et les Fluctuations Économiques (CREFÉ), École des Sciences de la Gestion (ESG)
3
Department of Economics and Finance, College of Business and Economics
3
European University Institute / Department of Economics
3
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
3
National Institute of Economic and Social Research
3
Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
3
Brown University / Department of Economics
2
CESifo
2
Center for Economic Research <Tilburg>
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Department of Economics, Oxford University
2
Erasmus University Rotterdam, Econometric Institute
2
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
2
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
2
HFDF <2, 1998, Zürich>
2
Institute for the Study of Labor (IZA)
2
London School of Economics and Political Science
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
2
Queen Mary College / Department of Economics
2
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Energy economics
269
Finance research letters
211
Journal of econometrics
177
Economic modelling
170
Applied economics
164
Journal of empirical finance
142
International review of economics & finance : IREF
139
International review of financial analysis
139
Research in international business and finance
133
The North American journal of economics and finance : a journal of financial economics studies
128
Economics letters
123
Discussion paper / Tinbergen Institute
119
Journal of banking & finance
117
International journal of forecasting
112
Journal of forecasting
111
Journal of international financial markets, institutions & money
105
Applied financial economics
103
Journal of risk and financial management : JRFM
93
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Applied economics letters
85
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
84
The European journal of finance
84
Econometric theory
80
The journal of futures markets
79
Journal of financial econometrics : official journal of the Society for Financial Econometrics
75
Working paper
75
International Journal of Energy Economics and Policy : IJEEP
74
Econometric Institute research papers
69
Computational economics
57
International journal of finance & economics : IJFE
55
CREATES research paper
54
Econometric reviews
54
International journal of economics and financial issues : IJEFI
54
Journal of international money and finance
52
Cogent economics & finance
51
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
Review of quantitative finance and accounting
48
International journal of economics and finance
46
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
44
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ECONIS (ZBW)
11,575
RePEc
208
EconStor
54
USB Cologne (EcoSocSci)
9
BASE
7
Other ZBW resources
3
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11101
Does index futures dominate index spot? : Evidence from Taiwan market
Lin, Ching-chung
;
Chen, Shen-yuan
;
Hwang, Dar-yeh
;
Lin, …
- In:
Review of Pacific Basin financial markets and policies
5
(
2002
)
2
,
pp. 255-275
Persistent link: https://www.econbiz.de/10001697447
Saved in:
11102
Applying GARCH for examining CAPM and APT across time
Soufian, Nasreen
-
2002
Persistent link: https://www.econbiz.de/10001698049
Saved in:
11103
An investigation of the day-of-the-week effect in Korea : has the anomalous effect vanished in the 1990's ?
Kamath, Ravindra R.
;
Chusanachoti, Jirayuth
- In:
International journal of business
7
(
2002
)
1
,
pp. 47-62
Persistent link: https://www.econbiz.de/10001698607
Saved in:
11104
Efficiently estimated mean and volatility characteristics for the Nordic Spot electric power market
Solibakke, Per Bjarte
- In:
International journal of business
7
(
2002
)
2
,
pp. 17-35
Persistent link: https://www.econbiz.de/10001698644
Saved in:
11105
Value at risk: teoría y aplicaciones
Johnson, Christian
-
2002
Persistent link: https://www.econbiz.de/10001699580
Saved in:
11106
A note on estimating market-based minimum capital risk requirements : a multivariate GARCH approach
Brooks, Chris
;
Clare, Andrew D.
;
Persand, Gita
- In:
The Manchester School
70
(
2002
)
5
,
pp. 666-681
Persistent link: https://www.econbiz.de/10001699705
Saved in:
11107
On the robustness of Ljung-Box and McLeod-Li Q tests : a simulation study
Chen, Yi-ting
(
contributor
)
- In:
Economics bulletin : EB
(
2002
)
Persistent link: https://www.econbiz.de/10001740184
Saved in:
11108
Modeling conditional skewness and asymmetries in stock returns
Nettekoven, Michaela
-
2002
Persistent link: https://www.econbiz.de/10001742771
Saved in:
11109
Black's hypothesis and developed economies
Rafferty, Matthew C.
- In:
Journal of economics and finance
26
(
2002
)
3
,
pp. 309-326
Persistent link: https://www.econbiz.de/10001743602
Saved in:
11110
Stochastic chaos or ARCH effects in stock series? : A comparative study
Kyrtsou, Catherine
;
Terraza, Michel
- In:
International review of financial analysis
11
(
2002
)
4
,
pp. 407-431
Persistent link: https://www.econbiz.de/10001745102
Saved in:
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